Details about Marco Bonomo

Access statistics for papers by Marco Bonomo.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pbo99

Working Papers

2021

1. Public Investment and Fiscal Crisis in Brazil: Finding Culprits and Solutions
   IDB Publications (Working Papers), Inter-American Development Bank View citations (6)

2020

2. Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel
   Staff Working Papers, Bank of Canada View citations (14)

2016

3. The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?
   Working Papers Series, Central Bank of Brazil, Research Department View citations (6)

2015

4. Macroeconomic and Financial Consequences of the Post-Crisis Government-Driven Credit Expansion in Brazil
   IDB Publications (Working Papers), Inter-American Development Bank View citations (13)
5. Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information
   2015 Meeting Papers, Society for Economic Dynamics View citations (1)
6. Short-Selling Restrictions and Returns: a Natural Experiment
   2015 Meeting Papers, Society for Economic Dynamics View citations (3)

2014

7. Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil
   Working Papers Series, Central Bank of Brazil, Research Department

2013

8. Estimating Strategic Complementarity in a State-Dependent Pricing Model
   Working Papers Series, Central Bank of Brazil, Research Department
   Also in 2011 Meeting Papers, Society for Economic Dynamics (2011)
9. Time- and State-Dependent Pricing: A Unified Framework
   2013 Meeting Papers, Society for Economic Dynamics View citations (1)

2010

10. Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (4)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (4)
    See also Journal Article Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices, The Review of Financial Studies, Society for Financial Studies (2011) View citations (37) (2011)
11. State-dependent pricing under infrequent information: a unified framework
    Staff Reports, Federal Reserve Bank of New York View citations (11)

2008

12. Imperfectly credible disinflation under endogenous time-dependent pricing
    Staff Reports, Federal Reserve Bank of New York View citations (1)
    Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (12)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (9)
    See also Journal Article Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (11) (2010)
13. Political Business Cycles through Lobbying
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (1)

2005

14. CALIBRANDO E SIMULANDO O MODELO DO ACELERADOR FINANCEIRO PARA A ECONOMIA BRASILEIRA
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
15. Endogenous Time-Dependent Rules and Inflation Inertia
    Macroeconomics, University Library of Munich, Germany View citations (6)
    See also Journal Article Endogenous Time-Dependent Rules and Inflation Inertia, Journal of Money, Credit and Banking, Blackwell Publishing (2004) View citations (65) (2004)
16. Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility
    Macroeconomics, University Library of Munich, Germany View citations (4)
    Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (3)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) View citations (1)
17. Special interests and political business cycles
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (9)

2004

18. Debt composition and exchange rate balance sheet effects in Brazil: a firm level analysis
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (11)
    See also Journal Article Debt composition and exchange rate balance sheet effect in Brazil: a firm level analysis, Emerging Markets Review, Elsevier (2003) View citations (57) (2003)
19. Elections and Exchange Rate Policy Cycles
    International Finance, University Library of Munich, Germany View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) View citations (1)
    See also Journal Article ELECTIONS AND EXCHANGE RATE POLICY CYCLES, Economics and Politics, Wiley Blackwell (2005) View citations (16) (2005)
20. Optimal Rules under Adjustment Cost and Infrequent Information
    Econometric Society 2004 Latin American Meetings, Econometric Society View citations (1)

2003

21. Retornos anormais e estratégias reversas
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (6)

2001

22. Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (4)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2001) View citations (4)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) View citations (19)
    See also Journal Article Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002) View citations (2) (2002)

2000

23. A aleatoriedade do passeio na BOVESPA: testando a eficiência do mercado acionário brasileira
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
    See also Journal Article A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileiro, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002) View citations (3) (2002)
24. Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (5)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000)
    See also Journal Article Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) View citations (4) (2003)
25. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa
26. Are one-sided S,s rules useful proxies for optimal pricing rules?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    See also Journal Article Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules?, Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE (2000) (2000)
27. The macroeconomic effects of infrequent information with adjustment costs
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1997)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations (2)
    See also Journal Article The macroeconomic effects of infrequent information with adjustment costs, Canadian Journal of Economics, Canadian Economics Association (2001) View citations (5) (2001)

1999

28. Arbitrage Pricing Theory (APT) e variáveis macroeconômicas: um estudo empírico sobre o mercado acionário brasileiro
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1998)
29. Endogenous time-dependent rules and inflation inertia: preliminary version
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (9)
30. Optimal state-dependent rules, credibility, and inflation inertia
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (14)
    See also Journal Article Optimal state-dependent rules, credibility, and inflation inertia, Journal of Monetary Economics, Elsevier (2002) View citations (15) (2002)
31. Tests of conditional asset pricing models in the brazilian stock market
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations (3)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1997) View citations (3)
    CIRANO Working Papers, CIRANO (1997) View citations (3)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1997)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) View citations (3)
    See also Journal Article Tests of conditional asset pricing models in the Brazilian stock market, Journal of International Money and Finance, Elsevier (2001) View citations (12) (2001)
32. The Political Economy of Exchange Rate Policy in Brazil: 1964-1997
    Research Department Publications, Inter-American Development Bank, Research Department View citations (20)
33. The political economy of exchange rate policy in Brazil: 1964-1999
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (11)

1998

34. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa
35. The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (3)
    See also Journal Article The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (1999) View citations (15) (1999)

1996

36. Optimal state-dependent rules, credibility and the cost of disinflation
    Textos para discussão, Department of Economics PUC-Rio (Brazil)

1995

37. Infrequent information, optimal time and state dependent rules, and aggregate effects
    Textos para discussão, Department of Economics PUC-Rio (Brazil)

1994

38. Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles
    CIRANO Working Papers, CIRANO View citations (13)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1993) View citations (16)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1993) View citations (13)
39. Optimal two-sided and suboptimal one-sided state-dependent pricing rules
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (1)

1992

40. Can a well-fitted equilibrium asset pricing model produce mean reversion?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (8)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (1)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (1)
    See also Journal Article Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1994) View citations (15) (1994)
41. Consumption and equilibrium asset pricing: An empirical assessment
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (5)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (5)
    See also Journal Article Consumption and equilibrium asset pricing: An empirical assessment, Journal of Empirical Finance, Elsevier (1996) View citations (25) (1996)
42. Indexation, Staggering and Disinflation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (3)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1992)
    See also Journal Article Indexation, staggering and disinflation, Journal of Development Economics, Elsevier (1994) View citations (2) (1994)

1990

43. MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT
    Working Papers, Princeton, Department of Economics - Financial Research Center

Undated

44. Debt Composition and Balance Sheet Effects of Exchange and Interest Rate Volatility in Brazil
    DCBSLA Series, Inter-American Development Bank, Research Department View citations (11)

Journal Articles

2024

1. Abrupt monetary policy change and unanchoring of inflation expectations
   Journal of Monetary Economics, 2024, 145, (S) View citations (1)

2023

2. Multi-Product Pricing: Theory and Evidence from Large Retailers
   The Economic Journal, 2023, 133, (651), 905-927 View citations (1)
3. Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information
   American Economic Journal: Macroeconomics, 2023, 15, (2), 466-505

2015

4. The after crisis government-driven credit expansion in Brazil: A firm level analysis
   Journal of International Money and Finance, 2015, 55, (C), 111-134 View citations (35)
5. The long and the short of the risk-return trade-off
   Journal of Econometrics, 2015, 187, (2), 580-592 View citations (13)

2011

6. Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
   The Review of Financial Studies, 2011, 24, (1), 82-122 View citations (37)
   See also Working Paper Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices, TSE Working Papers (2010) View citations (4) (2010)

2010

7. ELECTORAL CYCLES THROUGH LOBBYING
   Economics and Politics, 2010, 22, (3), 446-470 View citations (6)
8. Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing
   Journal of Money, Credit and Banking, 2010, 42, (5), 799-831 View citations (11)
   Also in Journal of Money, Credit and Banking, 2010, 42, (5), 799-831 (2010) View citations (1)
   See also Working Paper Imperfectly credible disinflation under endogenous time-dependent pricing, Staff Reports (2008) View citations (1) (2008)

2005

9. ELECTIONS AND EXCHANGE RATE POLICY CYCLES
   Economics and Politics, 2005, 17, (2), 151-176 View citations (16)
   See also Working Paper Elections and Exchange Rate Policy Cycles, International Finance (2004) View citations (1) (2004)

2004

10. Endogenous Time-Dependent Rules and Inflation Inertia
    Journal of Money, Credit and Banking, 2004, 36, (6), 1015-41 View citations (65)
    See also Working Paper Endogenous Time-Dependent Rules and Inflation Inertia, Macroeconomics (2005) View citations (6) (2005)

2003

11. Abnormal Returns and Contrarian Strategies
    Brazilian Review of Finance, 2003, 1, (2), 165-215
12. Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
    Revista Brasileira de Economia - RBE, 2003, 57, (4) View citations (4)
    See also Working Paper Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2000) View citations (5) (2000)
13. Debt composition and exchange rate balance sheet effect in Brazil: a firm level analysis
    Emerging Markets Review, 2003, 4, (4), 368-396 View citations (57)
    See also Working Paper Debt composition and exchange rate balance sheet effects in Brazil: a firm level analysis, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2004) View citations (11) (2004)

2002

14. A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileiro
    Revista Brasileira de Economia - RBE, 2002, 56, (2) View citations (3)
    See also Working Paper A aleatoriedade do passeio na BOVESPA: testando a eficiência do mercado acionário brasileira, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2000) View citations (1) (2000)
15. Optimal state-dependent rules, credibility, and inflation inertia
    Journal of Monetary Economics, 2002, 49, (7), 1317-1336 View citations (15)
    See also Working Paper Optimal state-dependent rules, credibility, and inflation inertia, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (1999) View citations (14) (1999)
16. Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais
    Revista Brasileira de Economia - RBE, 2002, 56, (4) View citations (2)
    See also Working Paper Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais, Insper Working Papers (2001) View citations (4) (2001)

2001

17. Tests of conditional asset pricing models in the Brazilian stock market
    Journal of International Money and Finance, 2001, 20, (1), 71-90 View citations (12)
    See also Working Paper Tests of conditional asset pricing models in the brazilian stock market, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (1999) (1999)
18. The macroeconomic effects of infrequent information with adjustment costs
    Canadian Journal of Economics, 2001, 34, (1), 18-35 View citations (5)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2001, 34, (1), 18-35 (2001) View citations (5)
    See also Working Paper The macroeconomic effects of infrequent information with adjustment costs, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2000) (2000)

2000

19. Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules?
    Brazilian Review of Econometrics, 2000, 20, (1)
    See also Working Paper Are one-sided S,s rules useful proxies for optimal pricing rules?, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2000) (2000)

1999

20. The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment
    Revista Brasileira de Economia - RBE, 1999, 53, (4) View citations (15)
    See also Working Paper The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment, Textos para discussão (1998) View citations (3) (1998)

1996

21. Consumption and equilibrium asset pricing: An empirical assessment
    Journal of Empirical Finance, 1996, 3, (3), 239-265 View citations (25)
    See also Working Paper Consumption and equilibrium asset pricing: An empirical assessment, Textos para discussão (1992) View citations (1) (1992)

1994

22. Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion?
    Journal of Applied Econometrics, 1994, 9, (1), 19-29 View citations (15)
    See also Working Paper Can a well-fitted equilibrium asset pricing model produce mean reversion?, Textos para discussão (1992) View citations (8) (1992)
23. Indexation, staggering and disinflation
    Journal of Development Economics, 1994, 43, (1), 39-58 View citations (2)
    See also Working Paper Indexation, Staggering and Disinflation, Cahiers de recherche (1992) View citations (3) (1992)

1993

24. Search and inflation
    Brazilian Journal of Political Economy, 1993, 13, (3), 463-471
25. Search and inflation: a survey of the recent literature
    Estudios de Economia, 1993, 20, (2 Year 1993), 385-397

1986

26. Taxas de juros e depósitos em moeda estrangeira no Brasil: um comentário
    Revista Brasileira de Economia - RBE, 1986, 40, (2)